Soc. Generale Call 3900 AZO 20.03.2026
/ DE000SW703W6
Soc. Generale Call 3900 AZO 20.03.../ DE000SW703W6 /
30/08/2024 08:52:02 |
Chg.-0.03 |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
2.41EUR |
-1.23% |
- Bid Size: - |
- Ask Size: - |
AutoZone Inc |
3,900.00 USD |
20/03/2026 |
Call |
Master data
WKN: |
SW703W |
Issuer: |
Société Générale |
Currency: |
EUR |
Underlying: |
AutoZone Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
3,900.00 USD |
Maturity: |
20/03/2026 |
Issue date: |
20/03/2024 |
Last trading day: |
19/03/2026 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
11.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.16 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.19 |
Parity: |
-6.50 |
Time value: |
2.45 |
Break-even: |
3,775.29 |
Moneyness: |
0.82 |
Premium: |
0.31 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.07 |
Spread %: |
2.94% |
Delta: |
0.41 |
Theta: |
-0.44 |
Omega: |
4.76 |
Rho: |
14.30 |
Quote data
Open: |
2.41 |
High: |
2.41 |
Low: |
2.41 |
Previous Close: |
2.44 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.78% |
1 Month |
|
|
+4.33% |
3 Months |
|
|
+68.53% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.44 |
2.07 |
1M High / 1M Low: |
2.47 |
2.07 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.30 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.32 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
104.36% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |